With Intel, the last supported CPU that will work with the integrated GPU is Haswell -- and then only certain varieties of Haswell. If you use a discrete GPU then you can use any Haswell. Even when you do get Haswell's GPU working in XP with the correct driver, HDMI sound will not work because they never released a driver for it. Fernando from Win-Raid released one by modifying the INF, and it works, but no sound actually comes out.

The problem boils down to drivers for the newer hardware that will work in the older Windows OS. AFAIK, the Ryzen and Threadripper CPUs can be made to work with Win7. The APUs cannot. The integrated Graphics controller creates the problem. The same is true for any APU. You are usually much more likely to get any older Windows OS working with a newer CPU than with the equivalent APU. Whether you can get around the issue by using a separate graphics card and only using the CPU functions of the APU is hit or miss. This is also true for newer motherboards regarding integrated sound. Getting integrated sound working on a newer motherboard with an older Windows OS is sometimes problematic, but you can often get an older sound card working on the same motherboard. In general, you can usually have better success with newer hardware and an older OS when more of the hardware features are separate, rather than integrated, because you are more likely to be able to come up with the appropriate drivers.